Blog (en inglés)

Margin Calls in the Cloud with Apache Spark and Databricks

A simple example of how margin call calculation for large amounts of deals can be done with a little help of distributed processing and cloud computing.

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Credit Risk: Probability of Default Estimation Revisited

Can we obtain probability of default for a portfolio with very few credit events? Here is a statistical approach, accompanied by a Scala programming example.

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Better understanding of Value-at-Risk

Gimle Digital has elaborated suggested solutions based on Scala programs for the exercises in the book “Value-at-Risk: Theory and Practice” by Glyn A. Holton

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Video Games meet Business Software - A ScalaFx Primer

Economics and financial software might make good use of modern graphics APIs that are used in video game programming and other demanding environments.

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Newton-Raphson Made Easy with Scala

A convenient way of handling normal distributions, the Black-Scholes formula, yield curves and other formulas that are crucial in financial calculus.

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How to Download and Display Eurostat Data in a Split Second

A quick guide on how to make your own software application that handles official statistics, accompanied by a Scala programming example.

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Handling Holidays in Your Software

Keeping track of holidays is important in many industries but calendars are based on complex astronomical observations with roots in ancient cultures.

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The power of Scala: A bond calculator with just 39 lines of code

Yield to maturity is a basic measure for investment in bonds. One way to calculate it is by using object oriented and functional programming with Scala.

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